Comparing the Performances of GARCH-type Models in...

Procedia Economics and Finance 2013 Vol. 5

Comparing the Performances of GARCH-type Models in Capturing the Stock Market Volatility in Malaysia

Lim, Ching Mun, Sek, Siok Kun
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Volume:
5
Year:
2013
Language:
english
Journal:
Procedia Economics and Finance
DOI:
10.1016/S2212-5671(13)00056-7
File:
PDF, 276 KB
english, 2013
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